-90.3%
MSTU vs BAM
+27.1%
-117.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.3% | -7.4% | -9.6% |
| 7D | -9.3% | +5.3% | -14.6% | -17.4% |
| 30D | -38.3% | +18.1% | -56.4% | -55.7% |
| 3M | +24.0% | +4.2% | +19.8% | +15.7% |
| 6M | -72.1% | +11.1% | -83.1% | -76.9% |
| YTD | -70.2% | +6.6% | -76.8% | -72.6% |
| 1Y | -89.6% | +6.2% | -95.8% | -90.3% |
| All | -90.3% | +27.1% | -117.4% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling